STATE OF MICHIGAN RETIREMENT SYSTEM Q4 2017 Filing

Filed February 1, 2018

Portfolio Value

$12.7B

Holdings

939

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (939 positions)

#	Stock	Shares	Value	% Portfolio
701	SABRSABRE CORP	75,000	$1.5M	0.01%
702	CASYCASEYS GEN STORES INC	13,700	$1.5M	0.01%
703	HWCHANCOCK HLDG CO	30,600	$1.5M	0.01%
704	WWDWOODWARD INC	19,800	$1.5M	0.01%
705	EPREPR PPTYS COM	23,000	$1.5M	0.01%
706	IBKRINTERACTIVE BROKERS GROUP IN	25,400	$1.5M	0.01%
707	RIGTRANSOCEAN LTD	140,600	$1.5M	0.01%
708	COSCNO FINL GROUP INC	60,300	$1.5M	0.01%
709	SSS1EURLIFE STORAGE INC	16,700	$1.5M	0.01%
710	VYXNCR CORP NEW	43,740	$1.5M	0.01%
711	VSMEURVERSUM MATLS INC	39,101	$1.5M	0.01%
712	BURLBURLINGTON STORES INC	12,000	$1.5M	0.01%
713	RYNRAYONIER INC	46,309	$1.5M	0.01%
714	SFSTIFEL FINL CORP	24,600	$1.5M	0.01%
715	VSATVIASAT INC	19,500	$1.5M	0.01%
716	3M4MASIMO CORP	17,100	$1.4M	0.01%
717	WSMWILLIAMS SONOMA INC	27,900	$1.4M	0.01%
718	HRUSDHEALTHCARE RLTY TR	44,900	$1.4M	0.01%
719	—CSRA INC	48,057	$1.4M	0.01%
720	SUXSYNNEX CORP	10,500	$1.4M	0.01%
721	—TAUBMAN CTRS INC	21,800	$1.4M	0.01%
722	BCOBRINKS CO	18,100	$1.4M	0.01%
723	—INTEGRATED DEVICE TECHNOLOGY	47,720	$1.4M	0.01%
724	—MULESOFT INC	60,877	$1.4M	0.01%
725	HEHAWAIIAN ELEC INDUSTRIES	39,140	$1.4M	0.01%
726	KMTKENNAMETAL INC	29,160	$1.4M	0.01%
727	—WEINGARTEN RLTY INVS	42,900	$1.4M	0.01%
728	PBFPBF ENERGY INC	39,600	$1.4M	0.01%
729	COR1EURCORESITE RLTY CORP	12,300	$1.4M	0.01%
730	—COUSINS PPTYS INC	151,000	$1.4M	0.01%
731	SWXSOUTHWEST GAS HOLDINGS INC	17,200	$1.4M	0.01%
732	TEXTEREX CORP NEW	28,700	$1.4M	0.01%
733	ASBASSOCIATED BANC CORP	54,289	$1.4M	0.01%
734	OGSONE GAS INC	18,757	$1.4M	0.01%
735	CBTCABOT CORP	22,280	$1.4M	0.01%
736	—CHEMICAL FINL CORP	25,600	$1.4M	0.01%
737	LPXLOUISIANA PAC CORP	52,099	$1.4M	0.01%
738	CLGXCORELOGIC INC	29,600	$1.4M	0.01%
739	CBRLCRACKER BARREL OLD CTRY STOR	8,600	$1.4M	0.01%
740	FRFIRST INDUSTRIAL REALTY TRUS	43,100	$1.4M	0.01%
741	SLABSILICON LABORATORIES INC	15,300	$1.4M	0.01%
742	VMIVALMONT INDS INC	8,100	$1.3M	0.01%
743	—DST SYS INC DEL	21,600	$1.3M	0.01%
744	—MB FINANCIAL INC NEW	30,100	$1.3M	0.01%
745	—MEDIDATA SOLUTIONS INC	21,000	$1.3M	0.01%
746	—ENERGY FOCUS INC	545,283	$1.3M	0.01%
747	CNKCINEMARK HOLDINGS INC	38,100	$1.3M	0.01%
748	DLXDELUXE CORP	17,262	$1.3M	0.01%
749	HOMBHOME BANCSHARES INC	56,800	$1.3M	0.01%
750	—CREE INC	35,300	$1.3M	0.01%
751	NEUNEWMARKET CORP	3,300	$1.3M	0.01%
752	BOHBANK HAWAII CORP	15,290	$1.3M	0.01%
753	UBSIUNITED BANKSHARES INC WEST V	37,700	$1.3M	0.01%
754	JXC1J2 GLOBAL INC	17,400	$1.3M	0.01%
755	OIEUROWENS ILL INC	58,600	$1.3M	0.01%
756	LMEURLEGG MASON INC	30,700	$1.3M	0.01%
757	KEXKIRBY CORP	19,300	$1.3M	0.01%
758	FLOFLOWERS FOODS INC	66,350	$1.3M	0.01%
759	—TCF FINL CORP	61,760	$1.3M	0.01%
760	—KLX INC	18,500	$1.3M	0.01%
761	—POLYONE CORP	29,000	$1.3M	0.01%
762	DISCKUSDDISCOVERY COMMUNICATNS NEW	59,581	$1.3M	0.01%
763	NJRNEW JERSEY RES	31,200	$1.3M	0.01%
764	LIVNLIVANOVA PLC	15,600	$1.2M	0.01%
765	TXRHTEXAS ROADHOUSE INC	23,500	$1.2M	0.01%
766	DYDYCOM INDS INC	11,100	$1.2M	0.01%
767	FHIFEDERATED INVS INC PA	34,100	$1.2M	0.01%
768	MANHMANHATTAN ASSOCS INC	24,800	$1.2M	0.01%
769	—ENVISION HEALTHCARE CORP	35,500	$1.2M	0.01%
770	—TECH DATA CORP	12,450	$1.2M	0.01%
771	RRXREGAL BELOIT CORP	15,900	$1.2M	0.01%
772	NUSNU SKIN ENTERPRISES INC	17,800	$1.2M	0.01%
773	MOHMOLINA HEALTHCARE INC	15,800	$1.2M	0.01%
774	UI2KEMPER CORP DEL	17,550	$1.2M	0.01%
775	TKRTIMKEN CO	24,600	$1.2M	0.01%
776	SBCSABRA HEALTH CARE REIT INC	64,100	$1.2M	0.01%
777	EPCEDGEWELL PERS CARE CO	20,144	$1.2M	0.01%
778	CABOCABLE ONE INC	1,700	$1.2M	0.01%
779	SAICSCIENCE APPLICATNS INTL CP N	15,585	$1.2M	0.01%
780	CRUSCIRRUS LOGIC INC	22,900	$1.2M	0.01%
781	BDCBELDEN INC	15,200	$1.2M	0.01%
782	JBGSJBG SMITH PPTYS	33,525	$1.2M	0.01%
783	TXNMPNM RES INC	28,634	$1.2M	0.01%
784	BKHBLACK HILLS CORP	19,190	$1.2M	0.01%
785	CATYCATHAY GEN BANCORP	27,300	$1.2M	0.01%
786	TUPTUPPERWARE BRANDS CORP	18,287	$1.1M	0.01%
787	SSFSENSIENT TECHNOLOGIES CORP	15,670	$1.1M	0.01%
788	—LASALLE HOTEL PPTYS	40,700	$1.1M	0.01%
789	AEOAMERICAN EAGLE OUTFITTERS NE	60,475	$1.1M	0.01%
790	UMBFUMB FINL CORP	15,800	$1.1M	0.01%
791	BBBYEURBED BATH BEYOND INC	51,500	$1.1M	0.01%
792	CUCAAVIS BUDGET GROUP	25,800	$1.1M	0.01%
793	RRCRANGE RES CORP	66,207	$1.1M	0.01%
794	FULTFULTON FINL CORP PA	62,900	$1.1M	0.01%
795	UFSDOMTAR CORP	22,500	$1.1M	0.01%
796	CHRCHURCHILL DOWNS INC	4,700	$1.1M	0.01%
797	TRIPTRIPADVISOR INC	31,754	$1.1M	0.01%
798	ANAUTONATION INC	21,300	$1.1M	0.01%
799	ATDALLEGHENY TECHNOLOGIES INC	45,200	$1.1M	0.01%
800	TGNATEGNA INC	77,300	$1.1M	0.01%

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